Welcome, and thank you for stopping by! This is the personal website of Bernd Schwaab. I work as a financial economist in the European Central Bank's Financial Research Division. On this website you can find an overview of my research, computer code, a short bio, and contact information.
I hold an M.Phil (2007) and PhD (2011) in Economics from Tinbergen Institute and VU University Amsterdam. My research interests are in financial economics, monetary economics, and time series econometrics.
A common feature underlying my research is that I particularly enjoy working with time-varying parameter models, in either state space or score-driven form, to solve problems that the risk, finance, and/or central banking-related communities care about. The nexus between central bank policies, risk-taking, and risk pricing has emerged as a recurring theme.
Disclaimer: This is my personal website. The opinions expressed here do not represent the views of the ECB or the Eurosystem.